/**
* TRIX (Triple Smoothed EMA) Indicator
* Triple exponentially smoothed moving average momentum oscillator
*/
import { calculateEMA } from './moving-averages';
export function calculateTRIX(closes, period = 15, signalPeriod = 9) {
// Minimum 10 data points required
if (closes.length < 10) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
};
}
// Use adaptive periods
const dataRatio = Math.min(1, closes.length / 54);
const effectivePeriod = Math.max(3, Math.floor(period * dataRatio));
const effectiveSignalPeriod = Math.max(3, Math.floor(signalPeriod * dataRatio));
// Calculate triple EMA using effective period
const ema1 = calculateEMA(closes, effectivePeriod);
if (ema1.length < effectivePeriod) {
return createSimpleTRIXResult(closes);
}
const ema2 = calculateEMA(ema1, effectivePeriod);
if (ema2.length < 2) {
return createSimpleTRIXResult(closes);
}
const ema3 = calculateEMA(ema2, Math.min(effectivePeriod, ema2.length));
if (ema3.length < 2) {
return createSimpleTRIXResult(closes);
}
// Calculate TRIX line: (EMA3_t - EMA3_t-1) / EMA3_t-1
const trixLine = [];
for (let i = 1; i < ema3.length; i++) {
const currentEMA3 = ema3[i];
const previousEMA3 = ema3[i - 1];
if (previousEMA3 !== 0) {
const trixValue = ((currentEMA3 - previousEMA3) / previousEMA3) * 100;
trixLine.push(trixValue);
}
}
if (trixLine.length === 0) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
};
}
// Get current TRIX value
const currentTrix = trixLine[trixLine.length - 1];
// Calculate signal using effective signal period
let signal = null;
const useSignalPeriod = Math.min(effectiveSignalPeriod, trixLine.length);
if (trixLine.length >= useSignalPeriod) {
const recentTrix = trixLine.slice(-useSignalPeriod);
const recentAvg = recentTrix.reduce((sum, val) => sum + val, 0) / useSignalPeriod;
if (currentTrix > recentAvg * 1.01)
signal = 'bullish'; // Above moving average
else if (currentTrix < recentAvg * 0.99)
signal = 'bearish'; // Below moving average
else
signal = 'neutral';
}
// Determine trend based on TRIX direction
let trend = null;
if (trixLine.length >= 3) {
const recent = trixLine.slice(-3);
const isIncreasing = recent[2] > recent[1] && recent[1] > recent[0];
const isDecreasing = recent[2] < recent[1] && recent[1] < recent[0];
if (isIncreasing)
trend = 'uptrend';
else if (isDecreasing)
trend = 'downtrend';
else
trend = 'sideways';
}
return {
trix: currentTrix,
trixLine: currentTrix,
signal,
trend,
};
}
/**
* Helper function to create simple TRIX result for fallback
*/
function createSimpleTRIXResult(closes) {
if (closes.length < 2) {
return { trix: null, trixLine: null, signal: null, trend: null };
}
const current = closes[closes.length - 1];
const previous = closes[closes.length - 2];
const trix = previous !== 0 ? ((current - previous) / previous) * 100 : 0;
return {
trix,
trixLine: trix,
signal: trix > 0 ? 'bullish' : trix < 0 ? 'bearish' : 'neutral',
trend: trix > 0 ? 'uptrend' : trix < 0 ? 'downtrend' : 'sideways',
};
}
